Anic Equity¶

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Total return since start: 0.696 %¶

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Equity now: -----------------------------> 51798.85 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48599.79 Kr¶

PnL: ---------------------------------------> -487.78 Kr¶

DD now: ---------------------------------> -0.28 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 15:56:14.545719'

Anic Portfolio¶

Today¶

Return: 0.309 %¶

This Week¶

Return: 8.988 %¶

Total¶

Return: 69.576 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.420000 3375.000000 195.000000 6.130000 3180.000006
HMS Networks 2 3.650000 806.800000 133.800000 19.880000 673.000000
Nordea Bank Abp 29 1.450000 3582.660000 128.660000 3.720000 3453.999992
SAAB B 8 1.290000 3460.800000 83.800000 2.480000 3377.000000
Fasadgruppen Group 38 1.280000 4218.000000 77.000000 1.860000 4140.999992
HEBA B 70 1.440000 2712.500000 76.500000 2.900000 2636.000010
Swedbank A 3 3.190000 620.400000 56.400000 10.000000 564.000000
Resurs Holding 22 1.260000 619.080000 45.080000 7.850000 573.999998
MedCap 2 -0.430000 461.000000 40.000000 9.500000 421.000000
AcadeMedia 12 0.770000 595.920000 38.920000 6.990000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.710000 390.200000 35.200000 9.920000 355.000000
Norva24 Group 16 -0.440000 573.440000 30.440000 5.610000 543.000000
Intrum 4 2.340000 552.000000 25.000000 4.740000 527.000000
OEM International B 7 1.680000 551.600000 23.600000 4.470000 527.999997
Sampo Oyj SDB 7 1.190000 3867.500000 17.500000 0.450000 3850.000000
Securitas B 6 2.140000 584.280000 14.280000 2.510000 570.000000
Eastnine 4 0.480000 503.200000 12.200000 2.480000 491.000000
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Fastighetsbolag. Emilshus Pref 21 -1.100000 565.950000 3.950000 0.700000 562.000005
Karnov Group 9 -0.170000 539.100000 3.100000 0.580000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.100000 247.440000 1.440000 0.590000 246.000000
Handelsbanken A 5 0.510000 547.000000 1.000000 0.180000 546.000000
Boozt 12 1.400000 1653.600000 -0.400000 -0.020000 1653.999996
Creaspac SPAC 6 -0.410000 576.600000 -0.400000 -0.070000 577.000002
Midsona B 63 0.880000 580.230000 -2.770000 -0.480000 582.999984
Corem Property Group B 59 1.570000 572.600000 -4.400000 -0.760000 576.999999
CTEK 13 1.920000 509.470000 -24.530000 -4.590000 533.999999
International Petroleum Corp. 5 -0.710000 558.500000 -36.070000 -6.070000 594.565215
Essity B 2 -1.870000 535.200000 -38.800000 -6.760000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.650000 1074.000000 -75.000000 -6.530000 1149.000000
Beijer Electronics Group 27 -1.620000 2953.800000 -130.200000 -4.220000 3083.999994
OX2 22 4.290000 1845.800000 -143.200000 -7.200000 1989.000002
Axfood 15 -3.720000 3883.500000 -416.500000 -9.690000 4300.000005
Ovzon 64 -0.560000 3379.200000 -616.800000 -15.440000 3996.000000
TOTAL 48596.700000 -490.870000 -0.28631% 49087.564636

Updated:¶

'2023-02-01 15:55:54.634318'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶